Goldman Sachs Call 60 CRIN 20.06..../  DE000GG6GJF9  /

EUWAX
2024-06-03  9:32:48 AM Chg.0.000 Bid11:22:33 AM Ask11:22:33 AM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.210
Bid Size: 10,000
0.260
Ask Size: 10,000
UNICREDIT 60.00 EUR 2025-06-20 Call
 

Master data

WKN: GG6GJF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-06-20
Issue date: 2024-04-05
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 39.85
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -23.62
Time value: 0.91
Break-even: 60.91
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 0.64
Spread abs.: 0.71
Spread %: 354.23%
Delta: 0.15
Theta: 0.00
Omega: 6.00
Rho: 0.05
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -22.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.210
1M High / 1M Low: 0.310 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -